[Страдалецъ]

Так попробуйте:

Код:

function SaveAsExcelFile(stringGrid: TstringGrid; FileName: string): Boolean;
const
  xlWBATWorksheet = -4167;
var
  Row, Col: Integer;
  GridPrevFile: string;
  XLApp, Sheet: OLEVariant;
begin
  Result := False;
  XLApp  := CreateOleObject('Excel.Application');
  try
    XLApp.Visible := true;
    XLApp.Workbooks.Add(xlWBatWorkSheet);
    Sheet      := XLApp.Workbooks[1].WorkSheets[1];
    Sheet.Name := 'My Sheet Name';
    for col := 0 to stringGrid.ColCount - 1 do      
        Sheet.Cells[col + 1, 0] := stringGrid.Cells[col, 0];
    try
      XLApp.Workbooks[1].SaveAs(FileName);
      Result := True; 
    except 
      // Error ? 
    end; 
  finally
    if not VarIsEmpty(XLApp) then 
    begin 
      XLApp.DisplayAlerts := False; 
      XLApp.Quit; 
      XLAPP := Unassigned; 
      Sheet := Unassigned;
    end;
  end;
end;